Nichirei Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.27% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1038 | 18.75 | |
| 0.1097 | 33.61 | |
| 0.8618 | 251.40 | |
| 0.4500 | 16.26 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities